CME Swiss Franc Future September 2020


Trading Metrics calculated at close of trading on 29-Jun-2020
Day Change Summary
Previous Current
26-Jun-2020 29-Jun-2020 Change Change % Previous Week
Open 1.0563 1.0574 0.0011 0.1% 1.0540
High 1.0587 1.0616 0.0029 0.3% 1.0643
Low 1.0551 1.0521 -0.0030 -0.3% 1.0522
Close 1.0578 1.0535 -0.0043 -0.4% 1.0578
Range 0.0036 0.0095 0.0059 163.9% 0.0121
ATR 0.0068 0.0070 0.0002 2.8% 0.0000
Volume 15,025 21,480 6,455 43.0% 84,837
Daily Pivots for day following 29-Jun-2020
Classic Woodie Camarilla DeMark
R4 1.0842 1.0784 1.0587
R3 1.0747 1.0689 1.0561
R2 1.0652 1.0652 1.0552
R1 1.0594 1.0594 1.0544 1.0576
PP 1.0557 1.0557 1.0557 1.0548
S1 1.0499 1.0499 1.0526 1.0481
S2 1.0462 1.0462 1.0518
S3 1.0367 1.0404 1.0509
S4 1.0272 1.0309 1.0483
Weekly Pivots for week ending 26-Jun-2020
Classic Woodie Camarilla DeMark
R4 1.0944 1.0882 1.0645
R3 1.0823 1.0761 1.0611
R2 1.0702 1.0702 1.0600
R1 1.0640 1.0640 1.0589 1.0671
PP 1.0581 1.0581 1.0581 1.0597
S1 1.0519 1.0519 1.0567 1.0550
S2 1.0460 1.0460 1.0556
S3 1.0339 1.0398 1.0545
S4 1.0218 1.0277 1.0511
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0643 1.0521 0.0122 1.2% 0.0063 0.6% 11% False True 18,323
10 1.0643 1.0519 0.0124 1.2% 0.0060 0.6% 13% False False 16,849
20 1.0695 1.0392 0.0303 2.9% 0.0076 0.7% 47% False False 14,291
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.1020
2.618 1.0865
1.618 1.0770
1.000 1.0711
0.618 1.0675
HIGH 1.0616
0.618 1.0580
0.500 1.0569
0.382 1.0557
LOW 1.0521
0.618 1.0462
1.000 1.0426
1.618 1.0367
2.618 1.0272
4.250 1.0117
Fisher Pivots for day following 29-Jun-2020
Pivot 1 day 3 day
R1 1.0569 1.0569
PP 1.0557 1.0557
S1 1.0546 1.0546

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These figures are updated between 7pm and 10pm EST after a trading day.

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